+156.5%
MTZ vs IWF
+81.4%
+75.0%
-48.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | IWF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.1% | 0.0% | +2.1% | +2.1% |
| 7D | -1.6% | +0.5% | -2.1% | -2.3% |
| 30D | -11.1% | -0.4% | -10.7% | -10.5% |
| 3M | -36.7% | -2.6% | -34.1% | -34.3% |
| 6M | -21.9% | +9.1% | -31.1% | -29.8% |
| YTD | +9.1% | +4.5% | +4.6% | +3.5% |
| 1Y | +30.0% | +10.1% | +19.9% | +16.1% |
| All | +156.5% | +81.4% | +75.0% | +43.6% |
Cumulative growth
Daily Returns
Daily percentage return beside IWF.
Daily Out/Under-Performance
Portfolio return minus IWF return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × IWF return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 3y: compounded portfolio wealth divided by compounded IWF wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
3y analysis · Full analysis span regression · 6 months rolling